-35.8%
ACI vs BURL
+86.7%
-122.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.3% |
| 7D | -2.2% | +4.1% | -6.3% | -2.3% |
| 30D | +10.3% | -9.5% | +19.8% | +10.6% |
| 3M | +7.2% | -33.5% | +40.7% | +8.7% |
| 6M | -18.0% | -22.1% | +4.1% | -17.0% |
| YTD | -22.0% | -14.6% | -7.4% | -21.3% |
| 1Y | -23.4% | -8.4% | -15.0% | -22.9% |
| 3Y | -35.8% | +86.6% | -122.4% | -40.2% |
| All | -35.8% | +86.7% | -122.6% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling